Noise-induced stabilization of planar flows. I.

DOI10.1214/EJP.V20-4047zbMATH Open1360.37011arXiv1404.0957MaRDI QIDQ894172FDOQ894172

Authors: David P. Herzog, Jonathan C. Mattingly 

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We show that the complex-valued ODE �egin{equation*} dot z_t = a_{n+1} z^{n+1} + a_n z^n+cdots+a_0, end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of an arbitrarily small elliptic, additive Brownian stochastic term. We also show that the stochastic perturbation has a unique invariant measure which is heavy-tailed yet is uniformly, exponentially attracting. The methods turn on the construction of Lyapunov functions. The techniques used in the construction are general and can likely be used in other settings where a Lyapunov function is needed. This is a two-part paper. This paper, Part I, focuses on general Lyapunov methods as applied to a special, simplified version of the problem. Part II of this paper extends the main results to the general setting.

Full work available at URL: https://arxiv.org/abs/1404.0957

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zbMATH Keywords

invariant measuresLyapunov functionsstochastic differential equationsstochastic stabilization

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodic theorems, spectral theory, Markov operators (37A30) Stability of topological dynamical systems (37B25) Generation, random and stochastic difference and differential equations (37H10) Stochastic stability in control theory (93E15)

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